Ismail Bin Mohd
Jabatan Matematik, Fakulti Sains dan Teknologi. Universiti Malaysia Terengganu Mengabang Telipot, 21030 Kuala Terengganu, Malaysia

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Paraboloid-Ellipsoid Programming Problem Ismail Bin Mohd
International Conference on Engineering and Technology Development (ICETD) 2012: 1st ICETD 2012
Publisher : Bandar Lampung University (UBL)

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Abstract

In this paper, we discuss the state-of-the-art models in estimating, evaluating, and selecting among nonlinear mathematical models for obtaining the optimal solution of the optimization problems which involve the nonlinear functions in their constraints. We review theoretical and empirical issues including Newton’s method, linear programming, quadratic ogramming, quadratically constrained programming, parabola, ellipse and the relation between parabola and ellipse. Finally, we outline our method called paraboloid-ellipsoid programming which is useful for solving economic forecasting and financial time-series with non-linear models.